R. Brotherton-Ratcliffe
2001
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 6 researchers here, as inferred from the citation graph.
Whom R. Brotherton-Ratcliffe trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts R. Brotherton-Ratcliffe overall
Papers from R. Brotherton-Ratcliffe's perspective
Ordered by how strongly the researchers R. Brotherton-Ratcliffe trusts endorse each paper. Same corpus, a different order for every researcher.
- Option Valuation under Stochastic Volatility
- Russian and American put options under exponential phase-type Lévy models
- Optimal stopping and perpetual options for Lévy processes
- Introductory Lectures on Fluctuations of Lévy Processes with Applications
- Non-Gaussian Merton-Black-Scholes theory
- Ruin probabilities and decompositions for general perturbed risk processes
- Ruin probabilities (Advanced Series on Statistical Science & Applied Probability)
- Ruin probabilities and overshoots for general Lévy insurance risk processes
- Real and complex analysis
- On Default Correlation: A Copula Function Approach
Their papers
- Extended Libor Market Models with Stochastic Volatility (2001) — 152 citations